Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2619 | Ticks modelled | 79897 | Modelling quality | n/a |
Mismatched charts errors | 24 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 595.89 | Gross profit | 743.54 | Gross loss | -147.65 |
Profit factor | 5.04 | Expected payoff | 17.53 | ||
Absolute drawdown | 69.93 | Maximal drawdown | 196.12 (1.89%) | Relative drawdown | 1.89% (196.12) |
Total trades | 34 | Short positions (won %) | 22 (68.18%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 23 (67.65%) | Loss trades (% of total) | 11 (32.35%) | ||
Largest | profit trade | 73.69 | loss trade | -20.70 | |
Average | profit trade | 32.33 | loss trade | -13.42 | |
Maximum | consecutive wins (profit in money) | 8 (299.91) | consecutive losses (loss in money) | 2 (-29.63) | |
Maximal | consecutive profit (count of wins) | 302.46 (7) | consecutive loss (count of losses) | -29.63 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.02 04:00 | sell | 1 | 0.10 | 1.64608 | 0.00000 | 0.00000 | ||
2 | 2022.12.02 04:00 | modify | 1 | 0.10 | 1.64608 | 1.66108 | 1.63608 | ||
3 | 2022.12.02 14:05 | sell | 2 | 0.10 | 1.64086 | 0.00000 | 0.00000 | ||
4 | 2022.12.02 14:05 | modify | 2 | 0.10 | 1.64086 | 1.64358 | 1.63608 | ||
5 | 2022.12.02 14:05 | modify | 1 | 0.10 | 1.64608 | 1.64358 | 1.63608 | ||
6 | 2022.12.02 14:30 | s/l | 1 | 0.10 | 1.64358 | 1.64358 | 1.63608 | 18.39 | 10018.39 |
7 | 2022.12.02 14:30 | s/l | 2 | 0.10 | 1.64358 | 1.64358 | 1.63608 | -20.01 | 9998.38 |
8 | 2022.12.16 00:00 | buy | 3 | 0.10 | 1.66521 | 0.00000 | 0.00000 | ||
9 | 2022.12.16 00:00 | modify | 3 | 0.10 | 1.66521 | 1.65021 | 1.67521 | ||
10 | 2022.12.16 14:30 | buy | 4 | 0.10 | 1.66922 | 0.00000 | 0.00000 | ||
11 | 2022.12.16 14:30 | modify | 4 | 0.10 | 1.66922 | 1.66571 | 1.67521 | ||
12 | 2022.12.16 14:30 | modify | 3 | 0.10 | 1.66521 | 1.66571 | 1.67521 | ||
13 | 2022.12.16 14:50 | buy | 5 | 0.10 | 1.67022 | 0.00000 | 0.00000 | ||
14 | 2022.12.16 14:50 | modify | 5 | 0.10 | 1.67022 | 1.66771 | 1.67521 | ||
15 | 2022.12.16 14:50 | modify | 4 | 0.10 | 1.66922 | 1.66771 | 1.67521 | ||
16 | 2022.12.16 14:50 | modify | 3 | 0.10 | 1.66521 | 1.66771 | 1.67521 | ||
17 | 2022.12.16 15:20 | s/l | 3 | 0.10 | 1.66771 | 1.66771 | 1.67521 | 18.42 | 10016.80 |
18 | 2022.12.16 15:20 | s/l | 4 | 0.10 | 1.66771 | 1.66771 | 1.67521 | -11.13 | 10005.67 |
19 | 2022.12.16 15:20 | s/l | 5 | 0.10 | 1.66771 | 1.66771 | 1.67521 | -18.50 | 9987.17 |
20 | 2023.01.19 04:00 | sell | 6 | 0.10 | 1.66503 | 0.00000 | 0.00000 | ||
21 | 2023.01.19 04:00 | modify | 6 | 0.10 | 1.66503 | 1.68003 | 1.65503 | ||
22 | 2023.01.20 15:40 | sell | 7 | 0.10 | 1.65997 | 0.00000 | 0.00000 | ||
23 | 2023.01.20 15:40 | modify | 7 | 0.10 | 1.65997 | 1.66253 | 1.65503 | ||
24 | 2023.01.20 15:40 | modify | 6 | 0.10 | 1.66503 | 1.66253 | 1.65503 | ||
25 | 2023.01.20 17:35 | sell | 8 | 0.10 | 1.66099 | 0.00000 | 0.00000 | ||
26 | 2023.01.20 17:35 | modify | 8 | 0.10 | 1.66099 | 1.66453 | 1.65503 | ||
27 | 2023.01.20 17:40 | modify | 8 | 0.10 | 1.66099 | 1.66253 | 1.65503 | ||
28 | 2023.01.20 20:40 | sell | 9 | 0.10 | 1.65798 | 0.00000 | 0.00000 | ||
29 | 2023.01.20 20:40 | modify | 9 | 0.10 | 1.65798 | 1.66053 | 1.65503 | ||
30 | 2023.01.20 20:40 | modify | 7 | 0.10 | 1.65997 | 1.66053 | 1.65503 | ||
31 | 2023.01.20 20:40 | modify | 8 | 0.10 | 1.66099 | 1.66053 | 1.65503 | ||
32 | 2023.01.20 20:40 | modify | 6 | 0.10 | 1.66503 | 1.66053 | 1.65503 | ||
33 | 2023.01.23 00:40 | s/l | 6 | 0.10 | 1.66053 | 1.66053 | 1.65503 | 32.45 | 10019.62 |
34 | 2023.01.23 00:40 | s/l | 7 | 0.10 | 1.66053 | 1.66053 | 1.65503 | -4.44 | 10015.18 |
35 | 2023.01.23 00:40 | s/l | 8 | 0.10 | 1.66053 | 1.66053 | 1.65503 | 3.06 | 10018.23 |
36 | 2023.01.23 00:40 | s/l | 9 | 0.10 | 1.66053 | 1.66053 | 1.65503 | -19.08 | 9999.15 |
37 | 2023.02.03 04:00 | buy | 10 | 0.10 | 1.62823 | 0.00000 | 0.00000 | ||
38 | 2023.02.03 04:00 | modify | 10 | 0.10 | 1.62823 | 1.61323 | 1.63823 | ||
39 | 2023.02.03 09:40 | buy | 11 | 0.10 | 1.63542 | 0.00000 | 0.00000 | ||
40 | 2023.02.03 09:40 | modify | 11 | 0.10 | 1.63542 | 1.63273 | 1.63823 | ||
41 | 2023.02.03 09:40 | modify | 10 | 0.10 | 1.62823 | 1.63273 | 1.63823 | ||
42 | 2023.02.03 12:15 | t/p | 10 | 0.10 | 1.63823 | 1.63273 | 1.63823 | 73.69 | 10072.84 |
43 | 2023.02.03 12:15 | t/p | 11 | 0.10 | 1.63823 | 1.63273 | 1.63823 | 20.70 | 10093.54 |
44 | 2023.02.22 00:00 | sell | 12 | 0.10 | 1.63862 | 0.00000 | 0.00000 | ||
45 | 2023.02.22 00:00 | modify | 12 | 0.10 | 1.63862 | 1.65362 | 1.62862 | ||
46 | 2023.02.22 16:20 | sell | 13 | 0.10 | 1.63444 | 0.00000 | 0.00000 | ||
47 | 2023.02.22 16:20 | modify | 13 | 0.10 | 1.63444 | 1.63812 | 1.62862 | ||
48 | 2023.02.22 16:20 | modify | 12 | 0.10 | 1.63862 | 1.63812 | 1.62862 | ||
49 | 2023.02.22 17:55 | sell | 14 | 0.10 | 1.63342 | 0.00000 | 0.00000 | ||
50 | 2023.02.22 17:55 | modify | 14 | 0.10 | 1.63342 | 1.63612 | 1.62862 | ||
51 | 2023.02.22 17:55 | modify | 13 | 0.10 | 1.63444 | 1.63612 | 1.62862 | ||
52 | 2023.02.22 17:55 | modify | 12 | 0.10 | 1.63862 | 1.63612 | 1.62862 | ||
53 | 2023.02.22 21:40 | sell | 15 | 0.10 | 1.63162 | 0.00000 | 0.00000 | ||
54 | 2023.02.22 21:40 | modify | 15 | 0.10 | 1.63162 | 1.63412 | 1.62862 | ||
55 | 2023.02.22 21:40 | modify | 14 | 0.10 | 1.63342 | 1.63412 | 1.62862 | ||
56 | 2023.02.22 21:40 | modify | 13 | 0.10 | 1.63444 | 1.63412 | 1.62862 | ||
57 | 2023.02.22 21:40 | modify | 12 | 0.10 | 1.63862 | 1.63412 | 1.62862 | ||
58 | 2023.02.23 09:05 | t/p | 12 | 0.10 | 1.62862 | 1.63412 | 1.62862 | 72.60 | 10166.13 |
59 | 2023.02.23 09:05 | t/p | 13 | 0.10 | 1.62862 | 1.63412 | 1.62862 | 41.84 | 10207.97 |
60 | 2023.02.23 09:05 | t/p | 14 | 0.10 | 1.62862 | 1.63412 | 1.62862 | 34.34 | 10242.30 |
61 | 2023.02.23 09:05 | t/p | 15 | 0.10 | 1.62862 | 1.63412 | 1.62862 | 21.10 | 10263.40 |
62 | 2023.04.03 04:00 | buy | 16 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
63 | 2023.04.03 04:00 | modify | 16 | 0.10 | 1.66029 | 1.64529 | 1.67029 | ||
64 | 2023.04.03 08:40 | buy | 17 | 0.10 | 1.66445 | 0.00000 | 0.00000 | ||
65 | 2023.04.03 08:40 | modify | 17 | 0.10 | 1.66445 | 1.66079 | 1.67029 | ||
66 | 2023.04.03 08:40 | modify | 16 | 0.10 | 1.66029 | 1.66079 | 1.67029 | ||
67 | 2023.04.03 09:50 | buy | 18 | 0.10 | 1.66549 | 0.00000 | 0.00000 | ||
68 | 2023.04.03 09:50 | modify | 18 | 0.10 | 1.66549 | 1.66279 | 1.67029 | ||
69 | 2023.04.03 09:50 | modify | 17 | 0.10 | 1.66445 | 1.66279 | 1.67029 | ||
70 | 2023.04.03 09:50 | modify | 16 | 0.10 | 1.66029 | 1.66279 | 1.67029 | ||
71 | 2023.04.03 12:20 | buy | 19 | 0.10 | 1.66729 | 0.00000 | 0.00000 | ||
72 | 2023.04.03 12:20 | modify | 19 | 0.10 | 1.66729 | 1.66479 | 1.67029 | ||
73 | 2023.04.03 12:20 | modify | 18 | 0.10 | 1.66549 | 1.66479 | 1.67029 | ||
74 | 2023.04.03 12:20 | modify | 17 | 0.10 | 1.66445 | 1.66479 | 1.67029 | ||
75 | 2023.04.03 12:20 | modify | 16 | 0.10 | 1.66029 | 1.66479 | 1.67029 | ||
76 | 2023.04.03 16:30 | s/l | 16 | 0.10 | 1.66479 | 1.66479 | 1.67029 | 33.16 | 10296.56 |
77 | 2023.04.03 16:30 | s/l | 17 | 0.10 | 1.66479 | 1.66479 | 1.67029 | 2.50 | 10299.06 |
78 | 2023.04.03 16:30 | s/l | 18 | 0.10 | 1.66479 | 1.66479 | 1.67029 | -5.16 | 10293.90 |
79 | 2023.04.03 16:30 | s/l | 19 | 0.10 | 1.66479 | 1.66479 | 1.67029 | -18.43 | 10275.47 |
80 | 2023.04.26 16:00 | sell | 20 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
81 | 2023.04.26 16:00 | modify | 20 | 0.10 | 1.69805 | 1.71305 | 1.68805 | ||
82 | 2023.05.01 14:50 | sell | 21 | 0.10 | 1.69390 | 0.00000 | 0.00000 | ||
83 | 2023.05.01 14:50 | modify | 21 | 0.10 | 1.69390 | 1.69755 | 1.68805 | ||
84 | 2023.05.01 14:50 | modify | 20 | 0.10 | 1.69805 | 1.69755 | 1.68805 | ||
85 | 2023.05.01 15:30 | sell | 22 | 0.10 | 1.69286 | 0.00000 | 0.00000 | ||
86 | 2023.05.01 15:30 | modify | 22 | 0.10 | 1.69286 | 1.69555 | 1.68805 | ||
87 | 2023.05.01 15:30 | modify | 21 | 0.10 | 1.69390 | 1.69555 | 1.68805 | ||
88 | 2023.05.01 15:30 | modify | 20 | 0.10 | 1.69805 | 1.69555 | 1.68805 | ||
89 | 2023.05.01 16:30 | sell | 23 | 0.10 | 1.69078 | 0.00000 | 0.00000 | ||
90 | 2023.05.01 16:30 | modify | 23 | 0.10 | 1.69078 | 1.69355 | 1.68805 | ||
91 | 2023.05.01 16:30 | modify | 22 | 0.10 | 1.69286 | 1.69355 | 1.68805 | ||
92 | 2023.05.01 16:30 | modify | 21 | 0.10 | 1.69390 | 1.69355 | 1.68805 | ||
93 | 2023.05.01 16:30 | modify | 20 | 0.10 | 1.69805 | 1.69355 | 1.68805 | ||
94 | 2023.05.02 00:40 | s/l | 20 | 0.10 | 1.69355 | 1.69355 | 1.68805 | 31.16 | 10306.63 |
95 | 2023.05.02 00:40 | s/l | 21 | 0.10 | 1.69355 | 1.69355 | 1.68805 | 2.26 | 10308.89 |
96 | 2023.05.02 00:40 | s/l | 22 | 0.10 | 1.69355 | 1.69355 | 1.68805 | -5.39 | 10303.49 |
97 | 2023.05.02 00:40 | s/l | 23 | 0.10 | 1.69355 | 1.69355 | 1.68805 | -20.70 | 10282.79 |
98 | 2023.07.07 00:00 | sell | 24 | 0.10 | 1.70284 | 0.00000 | 0.00000 | ||
99 | 2023.07.07 00:00 | modify | 24 | 0.10 | 1.70284 | 1.71784 | 1.69284 | ||
100 | 2023.07.10 10:50 | sell | 25 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
101 | 2023.07.10 10:50 | modify | 25 | 0.10 | 1.69870 | 1.70234 | 1.69284 | ||
102 | 2023.07.10 10:50 | modify | 24 | 0.10 | 1.70284 | 1.70234 | 1.69284 | ||
103 | 2023.07.10 11:59 | sell | 26 | 0.10 | 1.69760 | 0.00000 | 0.00000 | ||
104 | 2023.07.10 11:59 | modify | 26 | 0.10 | 1.69760 | 1.70034 | 1.69284 | ||
105 | 2023.07.10 11:59 | modify | 25 | 0.10 | 1.69870 | 1.70034 | 1.69284 | ||
106 | 2023.07.10 11:59 | modify | 24 | 0.10 | 1.70284 | 1.70034 | 1.69284 | ||
107 | 2023.07.10 12:50 | sell | 27 | 0.10 | 1.69571 | 0.00000 | 0.00000 | ||
108 | 2023.07.10 12:50 | modify | 27 | 0.10 | 1.69571 | 1.69834 | 1.69284 | ||
109 | 2023.07.10 12:50 | modify | 26 | 0.10 | 1.69760 | 1.69834 | 1.69284 | ||
110 | 2023.07.10 12:50 | modify | 25 | 0.10 | 1.69870 | 1.69834 | 1.69284 | ||
111 | 2023.07.10 12:50 | modify | 24 | 0.10 | 1.70284 | 1.69834 | 1.69284 | ||
112 | 2023.07.10 13:20 | s/l | 24 | 0.10 | 1.69834 | 1.69834 | 1.69284 | 32.79 | 10315.57 |
113 | 2023.07.10 13:20 | s/l | 25 | 0.10 | 1.69834 | 1.69834 | 1.69284 | 2.65 | 10318.22 |
114 | 2023.07.10 13:20 | s/l | 26 | 0.10 | 1.69834 | 1.69834 | 1.69284 | -5.44 | 10312.78 |
115 | 2023.07.10 13:20 | s/l | 27 | 0.10 | 1.69834 | 1.69834 | 1.69284 | -19.35 | 10293.43 |
116 | 2023.07.28 00:00 | buy | 28 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
117 | 2023.07.28 00:00 | modify | 28 | 0.10 | 1.69263 | 1.67763 | 1.70263 | ||
118 | 2023.07.28 10:26 | buy | 29 | 0.10 | 1.69778 | 0.00000 | 0.00000 | ||
119 | 2023.07.28 10:26 | modify | 29 | 0.10 | 1.69778 | 1.69513 | 1.70263 | ||
120 | 2023.07.28 10:26 | modify | 28 | 0.10 | 1.69263 | 1.69513 | 1.70263 | ||
121 | 2023.07.28 13:45 | buy | 30 | 0.10 | 1.69983 | 0.00000 | 0.00000 | ||
122 | 2023.07.28 13:45 | modify | 30 | 0.10 | 1.69983 | 1.69713 | 1.70263 | ||
123 | 2023.07.28 13:45 | modify | 29 | 0.10 | 1.69778 | 1.69713 | 1.70263 | ||
124 | 2023.07.28 13:45 | modify | 28 | 0.10 | 1.69263 | 1.69713 | 1.70263 | ||
125 | 2023.07.28 14:30 | t/p | 28 | 0.10 | 1.70263 | 1.69713 | 1.70263 | 73.69 | 10367.12 |
126 | 2023.07.28 14:30 | t/p | 29 | 0.10 | 1.70263 | 1.69713 | 1.70263 | 35.74 | 10402.86 |
127 | 2023.07.28 14:30 | t/p | 30 | 0.10 | 1.70263 | 1.69713 | 1.70263 | 20.64 | 10423.50 |
128 | 2023.11.15 00:00 | sell | 31 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
129 | 2023.11.15 00:00 | modify | 31 | 0.10 | 1.71137 | 1.72637 | 1.70137 | ||
130 | 2023.11.15 07:30 | sell | 32 | 0.10 | 1.70708 | 0.00000 | 0.00000 | ||
131 | 2023.11.15 07:30 | modify | 32 | 0.10 | 1.70708 | 1.71087 | 1.70137 | ||
132 | 2023.11.15 07:30 | modify | 31 | 0.10 | 1.71137 | 1.71087 | 1.70137 | ||
133 | 2023.11.15 07:59 | sell | 33 | 0.10 | 1.70628 | 0.00000 | 0.00000 | ||
134 | 2023.11.15 07:59 | modify | 33 | 0.10 | 1.70628 | 1.70887 | 1.70137 | ||
135 | 2023.11.15 07:59 | modify | 32 | 0.10 | 1.70708 | 1.70887 | 1.70137 | ||
136 | 2023.11.15 07:59 | modify | 31 | 0.10 | 1.71137 | 1.70887 | 1.70137 | ||
137 | 2023.11.15 13:10 | sell | 34 | 0.10 | 1.70418 | 0.00000 | 0.00000 | ||
138 | 2023.11.15 13:10 | modify | 34 | 0.10 | 1.70418 | 1.70687 | 1.70137 | ||
139 | 2023.11.15 13:10 | modify | 33 | 0.10 | 1.70628 | 1.70687 | 1.70137 | ||
140 | 2023.11.15 13:10 | modify | 32 | 0.10 | 1.70708 | 1.70687 | 1.70137 | ||
141 | 2023.11.15 13:10 | modify | 31 | 0.10 | 1.71137 | 1.70687 | 1.70137 | ||
142 | 2023.11.15 13:40 | t/p | 31 | 0.10 | 1.70137 | 1.70687 | 1.70137 | 73.57 | 10497.07 |
143 | 2023.11.15 13:40 | t/p | 32 | 0.10 | 1.70137 | 1.70687 | 1.70137 | 42.01 | 10539.08 |
144 | 2023.11.15 13:40 | t/p | 33 | 0.10 | 1.70137 | 1.70687 | 1.70137 | 36.13 | 10575.21 |
145 | 2023.11.15 13:40 | t/p | 34 | 0.10 | 1.70137 | 1.70687 | 1.70137 | 20.68 | 10595.89 |